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Hi do you happen to know if some / any of these pretty much plug into any SQL database? I'm hoping to use PostgreSQL.

Options newbie here :D Any take on DNDN? Front spread = more options sold than bought. So... Sell Nov 2010 $36.00 call for $6.35 ? http://finance.yahoo.com/q/op?s=DNDN&m=2010-11 Buy Aug 2010 $36.00 put for $4.45 ? http://finance.yahoo.com/q/op?s=DNDN&m=2010-08 $1.90 profit? :p...

Yes the U.S. is in trouble if it keeps piling on budget deficit years. Maybe 3 or 4 more years to go though... U.S. Public Debt Excluding Intragovernmental Holdings, June 2010: $8.6 trillion (60.5% of GDP) U.S. National GDP, 2009: $14.2 trillion U.S. Budget Deficit, 2009: $1.4...

But guys... I'm sure the U.S. isn't the only country playing with the books. This means a few other countries will go before the U.S. does. Economies already tanked: 1 - Zimbabwe, (2 - Japan?), 7 - Italy, 8 - Greece, 11 - Iceland, 19 - Portugal, 27 - Ireland, 45 - Spain. That means in...

U.S. public debt is approx 53% of GDP (not counting GSE debts): http://en.wikipedia.org/wiki/List_of_countries_by_public_debt https://www.cia.gov/library/publications/the-world-factbook/rankorder/2186rank.html

In major cities where 4G coverage will be good, web apps should be fine. Assuming 4G speeds get up there. Currently carriers are promising up to 6mbps download (broadband DSL is 7mbps download) but the reality is speeds are in the neighborhood of 2-2.5 mbps in the US...

Searching for both Kospi and Euro Stoxx, as of 2008... http://www.elitetrader.com/vb/showthread.php?s=&threadid=129588&perpage=6&pagenumber=2 Top futures contracts by liquidity (in USD notional value): 1. E-mini S&P 500 - CME 2. S&P 500 - CME 3. CAC 40 - Euronext 4. KOSPI 200 5. Dow...

Hi all, Found this thread on Asian futures: http://www.elitetrader.com/vb/showthread.php?s=&threadid=197419 For software / data the above thread mentions IB, eSignal, CQG. Any other recommendations for automated trading? While potentially I could roll my own system (I know C# and Java)...

OPEC has said they won't let oil go below $70 per barrel. It looks like, so far, they are keeping their word. That isn't exactly bullish though. Only bullish if oil goes to something like $50. And that's for oil the commodity, not oil as in oil companies...

Historically, it might not have worked out so well. Recently, it has worked out great. Although it might be better to explore other hedges. VIX futures directly rather than VXX. Put options on the S&P 500. Other? Specifically I'm trying to protect against major losses (when indexes move 3% or...

For those who take losses on big rapid moves, what are we talking about here? Gaps down? News events? Bid-ask spread changes?

My strategy is both short and long. I'm only sim / paper trading right now. But someone on ET suggested hedging with VIX (symbol VXX) and it looks good so far.

For cross-validation techniques it is standard to use 80% of data to generate strategy and 20% of data to test. However yes I agree you need to consider will your strategies still work in bull vs bear vs non-trending markets.

Yahoo. http://www.gummy-stuff.org/Yahoo-data.htm You could then build your own screener criteria using Excel (VBA) or exporting to database and using SQL. How many results do you want returned? Yahoo and MSN screeners will return the top approx 200 results for free. Or pay for something...

Always change the seed value each time a random number is needed, or always change the seed value each time the program is run (once a day)? The latter is preferred. Either way, check your sequence and verify that it is indeed random. I agree with intradaybill, you'd need many days of trading...

Note, check the distribution of your random numbers. If they aren't random enough, try using a pseudo-random number generator (PRNG) or true random number generator (TRNG). (This may have minimal impact on your results for small number of trades, but is worth looking into as number trades...

Dude just strangle/straddle it...

Are you saying that you want certain trading strategies to not survive? Sure. My problem is that the strategies screened for companies, and the companies that didn't survive (data no longer available) were mostly large moves (gaps) up or down. Company ABC went from $10 to $0.01 and was delisted...

In backtesting I'm realizing that I may have survivorship bias... stocks more than a few months old that have been either delisted or bought out no longer have data on Yahoo Finance or MSN MoneyCentral. Solution for backtesting? Are there sites that keep old data longer? (Going forward I can...

- 5-year period is way too long. To find the period with the optimal Hurst exponent look at 3 months or less. - Markets are probably trending towards less randomness over time. However circa 2000 you can find studies with Hurst exponent of approx 0.65. Nowadays markets are probably "more...